Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 2.08% | 0.46 CHF | 0.47 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 285,540 CHF | 97,180 CHF | 99.06% | 99.06% |
19/11/2024 | 1.98% | 0.49 CHF | 0.50 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 299,825 CHF | 101,942 CHF | 99.21% | 99.21% |
18/11/2024 | 1.75% | 0.55 CHF | 0.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 339,711 CHF | 115,237 CHF | 98.25% | 98.25% |
15/11/2024 | 1.68% | 0.59 CHF | 0.60 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 354,184 CHF | 120,061 CHF | 99.39% | 99.39% |
14/11/2024 | 1.60% | 0.67 CHF | 0.68 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 372,890 CHF | 126,297 CHF | 98.23% | 98.23% |
13/11/2024 | 1.69% | 0.61 CHF | 0.62 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 352,819 CHF | 119,606 CHF | 99.35% | 99.35% |
12/11/2024 | 1.71% | 0.59 CHF | 0.60 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 348,979 CHF | 118,326 CHF | 93.13% | 93.13% |
11/11/2024 | 1.93% | 0.55 CHF | 0.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 308,286 CHF | 104,762 CHF | 98.68% | 98.68% |
08/11/2024 | 2.10% | 0.47 CHF | 0.48 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 282,938 CHF | 96,313 CHF | 93.11% | 93.11% |
07/11/2024 | 2.03% | 0.50 CHF | 0.51 CHF | 600,000 | 200,000 | 666,518 | 222,173 | 324,605 CHF | 110,423 CHF | 97.78% | 97.78% |